We can discretize this continuous process by changing the infinitesimals \(dx\), \(dt\), and \(dz\) into smal change \(\Delta x\), \(\Delta t\), and \(\Delta z\)
\[
\Delta x = \nu \Delta t + \sigma \Delta z
\]
This actually involves no approximation as in this case it is actually the solution to the stochastic differential equation (SDE) which can be written: